pred_matrix

Build the prediction design matrix based on new data and model_matrices object created by <code>make_matrices</code>

A variety of latent Markov models, including hidden Markov models, hidden semi-Markov models,
state-space models and continuous-time variants can be formulated and estimated within the same framework via directly maximising the likelihood function using the so-called forward algorithm.
Applied researchers often need custom models that standard software does not easily support.
Writing tailored 'R' code offers flexibility but suffers from slow estimation speeds.
We address these issues by providing easy-to-use functions (written in 'C++' for speed) for common tasks like the forward algorithm.
These functions can be combined into custom models in a Lego-type approach, offering up to 10-20 times faster estimation via standard numerical optimisers.
To aid in building fully custom likelihood functions, several vignettes are included that show how to simulate data from and estimate all the above model classes.

Jan-Ole Koslik

LaMa

Fast Numerical Maximum Likelihood Estimation for Latent Markov
Models

pred_matrix function

<dl><dt>model_matrices</dt>
<dd>model_matrices object as returned from <code>make_matrices</code></dd>
<dt>newdata</dt>
<dd>data frame containing the variables in the formula and new data for which to evaluate the basis</dd>
<dt>exclude</dt>
<dd>optional vector of terms to set to zero in the predicted design matrix. Useful for predicting main effects only when e.g. <code>sd(..., bs = "re")</code> terms are present. See <code><a href="/link/mgcv%3A%3Apredict.gam?package=LaMa&version=2.0.4" data-mini-rdoc="LaMa::mgcv::predict.gam">mgcv::predict.gam</a></code> for more details.</dd></dl>

Arguments

Build the prediction design matrix based on new data and model_matrices object created by make_matrices — pred_matrix

<dl>

<dt>model_matrices</dt>
<dd>model_matrices object as returned from <code>make_matrices</code></dd>


<dt>newdata</dt>
<dd>data frame containing the variables in the formula and new data for which to evaluate the basis</dd>


<dt>exclude</dt>
<dd>optional vector of terms to set to zero in the predicted design matrix. Useful for predicting main effects only when e.g. <code>sd(..., bs = "re")</code> terms are present. See <code><a href='https://rdrr.io/pkg/mgcv/man/predict.gam.html'>mgcv::predict.gam</a></code> for more details.</dd>

</dl>

pred_matrix: Build the prediction design matrix based on new data and model_matrices object created by `make_matrices`

Description

Usage

Value

Arguments

Examples